Your browser does not support JavaScript!

 

  • 1
  • 2
  • 2
  • 4
  • 5
  • 6
  • 7
  • 8
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8

 

:::
專任師資-林育志老師(英文版)

Yu-Chih Lin(林育志)

Back to list

Department of Finance

College of Finance and Banking

National Kaohsiung University of Science and Technology-First Campus

TEL :

886-7-6011000#3401

lukelin@nkust.edu.tw

Highest Degree Earned and Year

PhD, 2007/07

Teaching Subjects

MasterEconometrics

UndergraduateInternational Financial Management, Introduction to Financial Econometrics, Option: Theory and Practice

DoctoralSeminar on Corporate Finance

Participating Faculty/Supporting Faculty

Participating Faculty

SA/PA/SP/IP

SA

Five-Year Summary of Development Activities Supporting SA/PA/SP/IP Status during 2013/08/01~2018/07/31

Published 8 articles in refereed academic journals and 7 peer reviewed conference papers

Education

  1. Ph.D., Finance, National Sun Yat-sen University, 2007/07.
  2. Master, Finance, National Sun Yat-sen University, 2001/07.

Area of Specialty

  1. International Financial Management
  2. Econometrics
  3. Behavior of stock price

Industrial Projects

  1. The effect of China and US on Asian equity markets by time-varying regression, MOST 103-2410-H-327-015, 2014.

Publications

Journal Papers

  1. Lin, L., Lan, L., (2013.09), An option-based approach to risk arbitrage in emerging markets: evidence from Taiwan takeover attempts, Journal of Forecasting, 32, 512-521, SSCI
  2. Lan, L., Lin, L., Lin, W., Chuang, S., (2013.09), Theoretical and empirical evidence for the impact of cross-border production sharing on exchange rate pass-through, Emerging Market Finance and Trade, 49, 293-313,SSCI
  3. Lin, L., Lin, W., (2013.09), Exchange rate reversion under regimes other than free float, International Journal of Finance and Economics, 18, 293-306, SSCI
  4. Lin, L., Lee, C., (2016.08), Central Bank Intervention, Exchange Rate Regime, and the Purchasing Power Parity, The World Economy, 39, 1256-1247, SSCI
  5. Lin, L., Lee, C., Lin, W., (2017.08), Stock return autocorrelations: Some further evidence, Advances in Investment Analysis and Portfolio Management, 0, 0~0, FLI
  6. Lin, L., Lin, W., (2017.09), Does the Major Market Influence Transfer? Alternative Effect on Asian Stock Markets, Review of Quantitative Finance and Accounting, 0, 0~0, FLI
  7. Lin, L., Lee, C., (2017.12), Unmasking the Relationships between Exchange Rate Exposure and its Determinants: A More Complete Picture from Quantile Regressions, Review of Pacific Basin Financial Markets and Policies, 0, 0~0, FLI
  8. Lin, L., Lin, W., (2017.12), Determinants of foreign exchange risk: some further evidence, Journal of Risk, 20, 1-25, SSCI

Conference Papers

  1. Tainan, (2014), Co-movement of the Asian major markets, China and the U.S. stock returns during the financial crisis, 2014 Finance, Accounting and Management Decision Conference, 2014/05/02, R.O.C.
  2. Kitakyushu, (2014), Testing for the behavior of institutional and retail investors with simultaneous equation models, 2014 APJAE Symposium on Economic Development in Asia, 2014/09/26, Japan
  3. Taichung, (2015), House price autocorrelations: A quantile regression approach, 2015 International Conference on Cross-Strait Sustainable Innovation Management, Change and Challenge, 2015/04/257, R.O.C.
  4. Taichung, (2015), House price autocorrelations: A quantile regression approach, 2015 Globalization in Business, Trade and Practice Conference, 2015/05/07, R.O.C.
  5. Hsinchu, (2016), Does the Major Market Influence Transfer? Alternative Effect on Asian Stock Markets, The 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, 2016/06/14, R.O.C.
  6. Hualien, (2017), The behavior of stock-market price: Evidence from eight countries in Asia, International Conference of Taiwan Finance Association, 2017/05/19, R.O.C.
  7. Taipei, (2018), House price autocorrelations: A quantile regression approach, 2018 Taipei Conference on Regional and Urban Economics, 2018/03/24, R.O.C.

Academic Service

  1. 102 - 高苑科技大學課程大綱評審委員 2013/12
  2. Reviewer, Emerging Markets Finance and Trade (SSCI), 2014/07
  3. Reviewer, The World Economy (SSCI), 2015/11
  4. Reviewer, International Journal of Finance and Economics (SSCI), 2015/11
  5. Reviewer, Economic Modelling (SSCI), 2014/09
  6. Reviewer, Emerging Markets Finance and Trade (SSCI), 2014/09
  7. Reviewer, Economic Modelling (SSCI), 2016/10
  8. Reviewer, The World Economy (SSCI), 2016/11
  9. 105 - 樹德科技大學教授升等案評審委員 2016/10
  10. Reviewer, Quarterly Review of Economics and Finance (SSCI), 2017/07
  11. Reviewer, Economic Modelling (SSCI), 2017/07
  12. Reviewer, Economic Modelling (SSCI), 2017/10
No . of visitors